ECBOT 10 Year T-Note Future March 2012


Trading Metrics calculated at close of trading on 23-Sep-2011
Day Change Summary
Previous Current
22-Sep-2011 23-Sep-2011 Change Change % Previous Week
Open 130-230 130-200 -0-030 -0.1% 129-110
High 130-310 131-050 0-060 0.1% 131-050
Low 130-230 130-100 -0-130 -0.3% 129-110
Close 131-020 130-100 -0-240 -0.6% 130-100
Range 0-080 0-270 0-190 237.5% 1-260
ATR 0-130 0-140 0-010 7.7% 0-000
Volume 9 115 106 1,177.8% 131
Daily Pivots for day following 23-Sep-2011
Classic Woodie Camarilla DeMark
R4 133-040 132-180 130-248
R3 132-090 131-230 130-174
R2 131-140 131-140 130-150
R1 130-280 130-280 130-125 130-235
PP 130-190 130-190 130-190 130-168
S1 130-010 130-010 130-075 129-285
S2 129-240 129-240 130-050
S3 128-290 129-060 130-026
S4 128-020 128-110 129-272
Weekly Pivots for week ending 23-Sep-2011
Classic Woodie Camarilla DeMark
R4 135-227 134-263 131-099
R3 133-287 133-003 130-260
R2 132-027 132-027 130-206
R1 131-063 131-063 130-153 131-205
PP 130-087 130-087 130-087 130-158
S1 129-123 129-123 130-047 129-265
S2 128-147 128-147 129-314
S3 126-207 127-183 129-260
S4 124-267 125-243 129-101
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 131-050 129-110 1-260 1.4% 0-088 0.2% 53% True False 26
10 131-050 128-200 2-170 1.9% 0-044 0.1% 67% True False 14
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-010
Widest range in 17 trading days
Fibonacci Retracements and Extensions
4.250 134-238
2.618 133-117
1.618 132-167
1.000 132-000
0.618 131-217
HIGH 131-050
0.618 130-267
0.500 130-235
0.382 130-203
LOW 130-100
0.618 129-253
1.000 129-150
1.618 128-303
2.618 128-033
4.250 126-232
Fisher Pivots for day following 23-Sep-2011
Pivot 1 day 3 day
R1 130-235 130-185
PP 130-190 130-157
S1 130-145 130-128

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These figures are updated between 7pm and 10pm EST after a trading day.

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